+402.3%
WPM vs GGLL
+328.4%
+73.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.0% | +1.9% | +5.2% | +6.8% |
| 30D | +15.7% | -9.7% | +25.5% | +17.0% |
| 3M | +35.2% | -18.0% | +53.2% | +37.4% |
| 6M | +6.1% | +15.3% | -9.2% | +3.2% |
| YTD | +32.6% | +2.2% | +30.4% | +30.2% |
| 1Y | +46.9% | +73.1% | -26.2% | +35.5% |
| 3Y | +276.3% | +242.7% | +33.6% | +207.6% |
| All | +402.3% | +328.4% | +73.9% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling